This is a tricky one. Furnace pilot light won't stay lit" already replaced the thermopile.
That is the only electrical aspect.
If I remove the programmable thermostat, and replace it on the wall, it resetts. I can go and relight the pilot, it will stay lit and it will light the furnace.
When the furnace turns off, so does the pilot.
After resetting the thermostat, I can go down and restart the furnace again.
ONLY IF I RESET the thermostat, will the pilot stay on to start the furnace.
Any idea?
If you want more detail let me know, I can't find ANYTHING to help other than replacing the thermopile, NOTHING references the thermostat,
Thanks.

Make and model number please.

This one sounds too complicated to figure out online, Rcbusiness. I suggest that you contact a local HVAC company and have them come in to troubleshoot the issue.

Good luck!

Mark